Stochastic Gradient MCMC for Nonlinear State Space Models. - Christopher Aicher; Srshti Putcha; Christopher Nemeth; Paul Fearnhead; Emily B. Fox (CoRR, 2019)

Preferential Subsampling for Stochastic Gradient Langevin Dynamics. - Srshti Putcha; Christopher Nemeth; Paul Fearnhead (AISTATS, 2023)